NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 17-Jun-2009

Day Change Summary
	Previous	Current
	16-Jun-2009	17-Jun-2009	Change	Change %	Previous Week
Open	6.301	6.181	-0.120	-1.9%	6.145
High	6.410	6.280	-0.130	-2.0%	6.227
Low	6.162	6.139	-0.023	-0.4%	5.999
Close	6.208	6.275	0.067	1.1%	6.138
Range	0.248	0.141	-0.107	-43.1%	0.228
ATR
Volume	1,886	3,708	1,822	96.6%	9,587

Daily Pivots for day following 17-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.654	6.606	6.353
R3	6.513	6.465	6.314
R2	6.372	6.372	6.301
R1	6.324	6.324	6.288	6.348
PP	6.231	6.231	6.231	6.244
S1	6.183	6.183	6.262	6.207
S2	6.090	6.090	6.249
S3	5.949	6.042	6.236
S4	5.808	5.901	6.197

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.805	6.700	6.263
R3	6.577	6.472	6.201
R2	6.349	6.349	6.180
R1	6.244	6.244	6.159	6.183
PP	6.121	6.121	6.121	6.091
S1	6.016	6.016	6.117	5.955
S2	5.893	5.893	6.096
S3	5.665	5.788	6.075
S4	5.437	5.560	6.013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.410	5.999	0.411	6.5%	0.189	3.0%	67%	False	False	2,343
10	6.410	5.788	0.622	9.9%	0.186	3.0%	78%	False	False	2,471

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.044
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.879
2.618	6.649
1.618	6.508
1.000	6.421
0.618	6.367
HIGH	6.280
0.618	6.226
0.500	6.210
0.382	6.193
LOW	6.139
0.618	6.052
1.000	5.998
1.618	5.911
2.618	5.770
4.250	5.540

Fisher Pivots for day following 17-Jun-2009
Pivot	1 day	3 day
R1	6.253	6.273
PP	6.231	6.270
S1	6.210	6.268

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These figures are updated between 7pm and 10pm EST after a trading day.

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